+8,682.5%
JNJ vs KGC
+357.0%
+8,325.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -1.1% |
| 7D | +2.7% | -1.3% | +4.0% | +2.7% |
| 30D | +7.4% | +20.3% | -12.9% | +7.2% |
| 3M | +21.2% | +8.1% | +13.1% | +21.1% |
| 6M | +13.4% | -8.8% | +22.2% | +13.4% |
| YTD | +35.1% | +10.1% | +25.1% | +34.9% |
| 1Y | +57.4% | +44.2% | +13.2% | +56.7% |
| 3Y | +86.8% | +533.0% | -446.3% | +83.3% |
| 5Y | +80.8% | +443.0% | -362.2% | +77.4% |
| 10Y | +202.7% | +678.6% | -475.8% | +195.8% |
| All | +8,682.5% | +357.0% | +8,325.5% | +9,009.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling